+6.7%
LVS vs ALLE
+17.0%
-10.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +0.3% | +2.8% | -2.5% | -0.9% |
| 30D | -3.9% | -7.6% | +3.7% | -0.4% |
| 3M | -12.9% | +22.8% | -35.6% | -21.3% |
| 6M | -16.9% | +4.6% | -21.5% | -19.4% |
| YTD | -31.2% | -1.2% | -30.0% | -31.8% |
| 1Y | -16.4% | -9.1% | -7.3% | -13.8% |
| 3Y | -4.4% | +50.0% | -54.4% | -24.5% |
| 5Y | +6.7% | +15.2% | -8.6% | -4.4% |
| All | +6.7% | +17.0% | -10.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling